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Variable selection in threshold model with a covariate-dependent threshold

Bibliographic Data

ID21541969
AuthorsLixiong Yang (0000-0003-4878-859X, Lanzhou University, corresponding author)
Year2023
Volume65
Issue1
Pages189-202
Publication date2023-07-01
Open AccessYes
TypeARTICLE
VenueEmpirical Economics (JOURNAL)
Journal identifiersISSN: 0377-7332 • E-ISSN: 1435-8921
PublisherSpringer Science and Business Media LLC (PUBLISHER)
DOI10.1007/s00181-022-02340-3
OpenAlexW4311029806
LanguageEN
References cited19

Covariate · Econometrics · Feature selection · Monte Carlo method · Statistics · Threshold model · Computer Science · Credit Risk and Financial Regulations · Mathematics · Monetary Policy and Economic Impact · Statistical Methods and Inference · Artificial Intelligence

  • Sample Splitting and Threshold Estimation

    Open Access•Bruce E Hansen•Econometrica•2000

  • Growth in a Time of Debt

    Carmen M Reinhart, Cornel Reinhart et al.•American Economic Review•2010

  • Sharp Threshold Detection Based on Sup-Norm Error Rates in High-Dimensional Models

    Laurent Callot, Mehmet Caner et al.•Journal of Business and Economic…•2017

  • Threshold Regression With a Threshold Boundary

    Ping Yu, Xiaodong Fan•Journal of Business and Economic…•2021

  • Regression Kink With an Unknown Threshold

    Bruce E Hansen•Journal of Business and Economic…•2017

Highly citedNo

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